#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL;
namespace Cephei.QL.Cashflows
{
     // <summary> 
	// ! helper class building a sequence of digital ibor-rate coupons
	// </summary>
    [Guid ("9C31D6CF-2E31-4455-AA5F-9B592BBDA5C0"),ComVisible(true)]
	public interface IDigitalIborLeg 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.Cashflows.IDigitalIborLeg InArrears(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithCallATM(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithCallPayoffs(Cephei.IVector<Double> payoffs);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithCallStrikes(Cephei.IVector<Double> strikes);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithFixingDays(Cephei.IVector<UInt32> fixingDays);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithGearings(Cephei.IVector<Double> gearings);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithLongCallOption(QL.Position.TypeEnum type);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithLongPutOption(QL.Position.TypeEnum type);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithNotionals(Cephei.IVector<Double> notionals);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithPaymentAdjustment(QL.Times.BusinessDayConventionEnum convention);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithPaymentDayCounter(Cephei.QL.Times.IDayCounter dayCounter);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithPutATM(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithPutPayoffs(Cephei.IVector<Double> payoffs);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithPutStrikes(Cephei.IVector<Double> strikes);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithReplication(Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Cashflows.IDigitalReplication> replication);
        
		 Cephei.QL.Cashflows.IDigitalIborLeg WithSpreads(Cephei.IVector<Double> spreads);
    }

    // <summary> 
	// ! helper class building a sequence of digital ibor-rate coupons Factory
	// </summary>
   	[ComVisible(true)]
    public interface IDigitalIborLeg_Factory // : Collection_Factory<IDigitalIborLeg, ICell<IDigitalIborLeg>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IDigitalIborLeg Create (Cephei.QL.Times.ISchedule schedule, Cephei.QL.Indexes.IIborIndex index);
    }
}

